+9.0%
OBE vs SPY
+322.5%
-313.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +0.9% |
| 7D | +9.7% | -0.8% | +10.5% | +10.5% |
| 30D | +24.6% | -1.1% | +25.7% | +25.8% |
| 3M | +18.9% | +3.9% | +15.0% | +13.3% |
| 6M | +49.8% | +13.6% | +36.2% | +28.8% |
| YTD | +111.6% | +12.7% | +98.9% | +83.8% |
| 1Y | +114.7% | +17.5% | +97.2% | +78.5% |
| 3Y | +74.1% | +76.9% | -2.8% | -6.5% |
| 5Y | +410.6% | +83.6% | +327.0% | +162.7% |
| All | +9.0% | +322.5% | -313.5% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling